I'm brand new to this, so I need like MultiTrack DAW for Dummies! I have a keyboard. I have an iPhone. How do I physically connect the two so I can record the keyboard? I'm assuming I need some kind of cord? (Definitely feel like a dummy!)

I can record voice with my Apple headphones. Don't know what to do with my keyboard.

It depends on the keyboard but usually you'll need an audio interface then you can just plug the audio outputs of the keyboard into the interface. Take a look at some examples here: http://www.harmonicdog.com/inputoptions/